Convergence of functional of sums of R.V.s to local times of fractional stable motions

Jeganathan, P2012-12-212012-12-212004Annals of Probability,v. 32, no. 3A,p.1771-1795http://hdl.handle.net/10263/5118enBounded intervalsTime series modelsCramer's conditionHeavy tailed innovationsLinear fractional stable motionSpecial caseSuitable conditionsSuitable conditionsConvergence of functional of sums of R.V.s to local times of fractional stable motionsArticle